Second order asymptotic efficiency in a partial linear model

DOI10.1016/0167-7152(93)90101-NzbMath0786.62039OpenAlexW2011888642MaRDI QIDQ689520

Ping Cheng, Hua Liang

Publication date: 12 December 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90101-n

zbMATH Keywords

semiparametric modelmaximum likelihood estimatorasymptotic median unbiasednessexplanatory variablesecond order asymptotic efficiency

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) General nonlinear regression (62J02)

Related Items

Asymptotic normality of pseudo-LS estimator for partly linear autoregression models ⋮ HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES ⋮ The berry-esseen bounds of error variance estimation in semiparametric regression models ⋮ Bootstrap approximation in a partially linear regression model ⋮ Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.

Cites Work

• Convergence rates for parametric components in a partly linear model
• Asymptotic expansions related to minimum contrast estimators
• On the application of the Minkowski‐Farkas theorem to sampling designs
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